Essays about: "vector autoregression."

Showing result 1 - 5 of 71 essays containing the words vector autoregression..

1. 1. Does Labour Work? A Macroeconomic Perspective on Work Time Reduction

   University essay from Göteborgs universitet/Graduate School

   Author : Paul Pawlowski; Jack Vahnberg; [2023-06-29]
   Keywords : ;

   Abstract : We conduct an empirical study on work time reduction and its accompanying macroeconomic outcomes across countries. Specifically, we frame the analysis in the context of neoclassical and post-Keynesian economic theory, and their differing predictions on work time reduction, real GDP growth, unemployment and functional distribution. READ MORE

3. 2. Unveiling the Predictive Power

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Alex Lundvall; Gabriel Ahonen; [2023]
   Keywords : Stock market returns; Macroeconomic indicators; Vector Autoregression model; Granger Causality test; Business and Economics;

   Abstract : To obtain excessive returns on the stock market, investors should be able to effectively forecast what drives the fluctuations of the stock market. The usage of macroeconomic factors as indicators for stock market performances has been utilized more profoundly in recent times. READ MORE

4. 3. How does the Weakened Swedish Krona Impact the Inflation? A Bayesian VAR Analysis of Exchange Rate Pass-Through

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Ebba Wallin; [2023]
   Keywords : Exchange rate pass-through; Consumer price inflation; Frequency of price adjustment; Import price inflation; Bayesian vector autoregression; Business and Economics;

   Abstract : Exchange rate pass-through to prices differ depending on the underlying shock. Furthermore, the mechanisms causing inflation behave diversely, conditional on why the exchange rate fluctuates. This paper investigates how prices react relative to the exchange rate movements, i.e. READ MORE

5. 4. Wealth Redistribution through Balance Sheet Revaluations - Evidence from Norway

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Gustav Sundén; [2023]
   Keywords : Inequality; Wealth; Monetary Policy; Inflation; Household Heterogeneity; Business and Economics;

   Abstract : This thesis investigates the impact of fluctuations in inflation, monetary policy, and oil prices on the balance sheets of Norwegian households across the wealth distribution. Using a Bayesian Structural Vector Autoregression model, this study simulates the shocks and assesses their transmission through the unexpected inflation and portfolio composition channel throughout the wealth distribution. READ MORE

6. 5. Export-Led Development in China: Examining the Role of Exports in Driving Economic Growth

   University essay from Lunds universitet/Ekonomisk-historiska institutionen

   Author : Wendla Hamberg; [2023]
   Keywords : Industrialization; import substitution; export promotion; export-led growth theory; industrialization approaches; GDP growth; exports; foreign direct investment; gross fixed capital formation; population growth; imports; causality; statistical significance; Business and Economics;

   Abstract : This research examines the relationship between Exports and GDP Growth as China transitioned from Import Substitution (IS) to Export Promotion (EP) as their strategy to industrialize. China has experienced remarkable economic growth over the years, becoming one of the world’s largest economies. READ MORE